01 Zakres zadań
- Perform and coordinate quantitative analyses and assessments of market risk and capital.
- Provide expertise on Market Risk Capital frameworks and models.
- Analyse, challenge and develop methodologies for Market Risk Economic and Regulatory Capital.
- Assess model assumptions, sensitivities and limitations and their impact on risk and capital measures.
- Develop, enhance and implement capital models and methodologies.
- Improve Capital Risk Appetite, limit-setting, allocation and monitoring processes.
- Advise senior management and stakeholders on quantitative market risk and capital topics.
- Lead or contribute to global quantitative financial risk projects.
- Monitor regulatory developments and assess their impact on methodologies and frameworks.
- Translate quantitative results into risk insights, recommendations and management information.
- The global job title is Financial Risk Specialist V.
